There are several good ones. 'All the Bright Places' by Jennifer Niven is a popular choice. It offers a raw and touching portrayal of depression in young adults.
Well, 'It's Kind of a Funny Story' by Ned Vizzini is a great one. It shows the complexity of depression in a humorous and yet profound way. Another one could be 'Thirteen Reasons Why' by Jay Asher, which delves deep into the impact of depression on teenagers.